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Luca Furieri

Publications and source records attributed to Luca Furieri.

At least 19 recordsLinked to original sources

Data-Driven Optimal Distributed Controller Synthesis via Spatial Regret

In this paper, we present a novel method for synthesising an optimal distributed spatial regret controller using experimentally obtained frequency-response data. Spatial regret provides a measure of the performance gap between a structured distributed controller and an oracle with enhanced communication topology. We relax assumptions on the communication topology, allowing the oracle to adopt any enhanced structure. While this generalisation requires an iterative solution in place of a single convex program, we provide a tractable algorithm that synthesises optimal controllers from frequency-response data while preserving stability and the desired communication structure. Through numerical examples, we illustrate the better performance of the spatial regret controller compared to classical H2/Hinf designs, underscoring the effectiveness of the proposed methodology.

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Learning Over-Relaxation Policies for ADMM with Convergence Guarantees

The Alternating Direction Method of Multipliers (ADMM) is a widely used method for structured convex optimization, and its practical performance depends strongly on the choice of penalty and relaxation parameters. Motivated by settings such as Model Predictive Control (MPC), where one repeatedly solves related optimization problems with fixed structure and changing parameter values, we propose learning online updates of the relaxation parameter to improve performance on problem classes of interest. This choice is computationally attractive in OSQP-like architectures, since adapting relaxation does not trigger the matrix refactorizations associated with penalty updates. We establish convergence guarantees for ADMM with time-varying penalty and relaxation parameters under mild assumptions, and show on benchmark quadratic programs that the resulting learned policies improve both iteration count and wall-clock time over baseline OSQP.

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Stability-Preserving Online Adaptation of Neural Closed-loop Maps

The growing complexity of modern control tasks calls for controllers that can react online as objectives and disturbances change, while preserving closed-loop stability. Recent approaches for improving the performance of nonlinear systems while preserving closed-loop stability rely on time-invariant recurrent neural-network controllers, but offer no principled way to update the controller during operation. Most importantly, switching from one stabilizing policy to another can itself destabilize the closed-loop. We address this problem by introducing a stability-preserving update mechanism for nonlinear, neural-network-based controllers. Each controller is modeled as a causal operator with bounded $\ell_p$-gain, and we derive gain-based conditions under which the controller may be updated online. These conditions yield two practical update schemes, time-scheduled and state-triggered, that guarantee the closed-loop remains $\ell_p$-stable after any number of updates. Our analysis further shows that stability is decoupled from controller optimality, allowing approximate or early-stopped controller synthesis. We demonstrate the approach on nonlinear systems with time-varying objectives and disturbances, and show consistent performance improvements over static and naive online baselines while guaranteeing stability.

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Safety-Aware Performance Boosting for Constrained Nonlinear Systems

We study a control architecture for nonlinear constrained systems that integrates a performance-boosting (PB) controller with a scheduled Predictive Safety Filter (PSF). The PSF acts as a pre-stabilizing base controller that enforces state and input constraints. The PB controller, parameterized as a causal operator, influences the PSF in two ways: it proposes a performance input to be filtered, and it provides a scheduling signal to adjust the filter's Lyapunov-decrease rate. We prove two main results: (i) Stability by design: any controller adhering to this parametrization maintains closed-loop stability of the pre-stabilized system and inherits PSF safety. (ii) Trajectory-set expansion: the architecture strictly expands the set of safe, stable trajectories achievable by controllers combined with conventional PSFs, which rely on a pre-defined Lyapunov decrease rate to ensure stability. This scheduling allows the PB controller to safely execute complex behaviors, such as transient detours, that are provably unattainable by standard PSF formulations. We demonstrate this expanded capability on a constrained inverted pendulum task with a moving obstacle.

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Characterizing all locally exponentially stabilizing controllers as a linear feedback plus learnable nonlinear Youla dynamics

We derive a state-space characterization of all dynamic state-feedback controllers that make an equilibrium of a nonlinear input-affine continuous-time system locally exponentially stable. Specifically, any controller obtained as the sum of a linear state-feedback $u=Kx$, with $K$ stabilizing the linearized system, and the output of internal locally exponentially stable controller dynamics is itself locally exponentially stabilizing. Conversely, every dynamic state-feedback controller that locally exponentially stabilizes the equilibrium admits such a decomposition. The result can be viewed as a state-space nonlinear Youla-type parametrization specialized to local, rather than global, and exponential, rather than asymptotic, closed-loop stability. The residual locally exponentially stable controller dynamics can be implemented with stable recurrent neural networks and trained as neural ODEs to achieve high closed-loop performance in nonlinear control tasks.

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Distributed Control of Network Systems in the Space of Stabilizing Graph Neural Network Policies

We study distributed control of networked systems through reinforcement learning, where neural policies must be simultaneously scalable, expressive and stabilizing. We introduce a policy parameterization that embeds Graph Neural Networks (GNNs) into a Youla-like magnitude-direction parameterization, yielding distributed stochastic controllers that guarantee network-level closed-loop stability by design. The magnitude is implemented as a stable operator consisting of a GNN acting on disturbance feedback, while the direction is a GNN acting on local observations. We prove robustness of the policy to perturbations in both the graph topology and model parameters. Numerical experiments validate the effectiveness of the proposed approach.

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A graph-informed regret metric for optimal distributed control

We consider the optimal control of large-scale systems using distributed controllers whose network topology mirrors the coupling graph between subsystems. In this work, we introduce spatial regret, a graph-informed metric measuring the worst-case performance gap between a distributed controller and an oracle with access to additional sensor information. The oracle's graph is a user-specified augmentation of the information graph, yielding a benchmark policy that penalizes disturbances for which additional sensing would improve performance. Minimizing spatial regret yields distributed controllers - respecting the nominal information graph - that emulate the oracle's response to disturbances characteristic of large-scale networks, such as localized perturbations. We show that minimizing spatial regret admits a convex reformulation as an infinite program with a finite-dimensional approximation. To scale to large networks, we derive an upper bound on the spatial regret that can be efficiently minimized in a distributed way. Numerical experiments on power-system models show that the resulting controllers mitigate localized disturbances more effectively than those based on classical metrics.

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Learning to optimize with guarantees: a complete characterization of linearly convergent algorithms

The design of many classical optimization algorithms is driven by the certification of linear convergence rates over classes of optimization problems. In this paper, we consider the problem of improving the average-case performance of an algorithm over a specific distribution of problem instances. While this task can be tackled by embedding trainable components into the algorithm updates, a key challenge is to preserve worst-case guarantees across the entire problem class. For classes of composite optimization problems, we show that all linearly convergent algorithms can be parametrized in terms of a baseline linearly convergent algorithm, and a set of trainable, exponentially-decaying modifications to its update rule; crucially, this parametrization excludes all-and only-the algorithms that do not converge linearly. Our results apply to improving the average-case performance of classical algorithms such as gradient descent for nonconvex, gradient-dominated functions; Nesterov's accelerated method for smooth, strongly convex functions; and projected gradient methods for optimization over polyhedral feasible sets. We illustrate how our characterization can be used for learning to optimize with linear convergence and feasibility guarantees. Numerical results showcase benefits over classical optimizers when solving ill-conditioned systems of linear equations and running a model predictive control scheme on a linear dynamical system.

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MAD: A Magnitude And Direction Policy Parametrization for Stability Constrained Reinforcement Learning

We introduce magnitude and direction (MAD) policies, a policy parameterization for reinforcement learning (RL) that preserves Lp closed-loop stability for nonlinear dynamical systems. Despite their completeness in describing all stabilizing controllers, methods based on nonlinear Youla and system-level synthesis are significantly impacted by the difficulty of parametrizing Lp-stable operators. In contrast, MAD policies introduce explicit feedback on state-dependent features - a key element behind the success of reinforcement learning pipelines - without jeopardizing closed-loop stability. This is achieved by letting the magnitude of the control input be described by a disturbance-feedback Lp-stable operator, while selecting its direction based on state-dependent features through a universal function approximator. We further characterize the robust stability properties of MAD policies under model mismatch. Unlike existing disturbance-feedback policy parametrizations, MAD policies introduce state-feedback components compatible with model-free RL pipelines, ensuring closed-loop stability with no model information beyond assuming open-loop stability. Numerical experiments show that MAD policies trained with deep deterministic policy gradient (DDPG) methods generalize to unseen scenarios - matching the performance of standard neural network policies while guaranteeing closed-loop stability by design.

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Parametrizations of All Stable Closed-loop Responses: From Theory to Neural Network Control Design

The complexity of modern control systems necessitates architectures that achieve high performance while ensuring robust stability, particularly for nonlinear systems. In this work, we tackle the challenge of designing output-feedback controllers to boost the performance of $\ell_p$-stable discrete-time nonlinear systems while preserving closed-loop stability from external disturbances to input and output channels. Leveraging operator theory and neural network representations, we parametrize the achievable closed-loop maps for a given system and propose novel parametrizations of all $\ell_p$-stabilizing controllers, unifying frameworks such as nonlinear Youla parametrization and internal model control. Contributing to a rapidly growing research line, our approach enables unconstrained optimization exclusively over stabilizing controllers and provides sufficient conditions to ensure robustness against model mismatch. Additionally, our methods reveal that stronger notions of stability can be imposed on the closed-loop maps if disturbance realizations are available after one time step. Last, our approaches are compatible with the design of nonlinear distributed controllers. Numerical experiments on cooperative robotics demonstrate the flexibility of the proposed framework, allowing cost functions to be freely designed for achieving complex behaviors while preserving stability.

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Learning to Boost the Performance of Stable Nonlinear Systems

The growing scale and complexity of safety-critical control systems underscore the need to evolve current control architectures aiming for the unparalleled performances achievable through state-of-the-art optimization and machine learning algorithms. However, maintaining closed-loop stability while boosting the performance of nonlinear control systems using data-driven and deep-learning approaches stands as an important unsolved challenge. In this paper, we tackle the performance-boosting problem with closed-loop stability guarantees. Specifically, we establish a synergy between the Internal Model Control (IMC) principle for nonlinear systems and state-of-the-art unconstrained optimization approaches for learning stable dynamics. Our methods enable learning over arbitrarily deep neural network classes of performance-boosting controllers for stable nonlinear systems; crucially, we guarantee L_p closed-loop stability even if optimization is halted prematurely, and even when the ground-truth dynamics are unknown, with vanishing conservatism in the class of stabilizing policies as the model uncertainty is reduced to zero. We discuss the implementation details of the proposed control schemes, including distributed ones, along with the corresponding optimization procedures, demonstrating the potential of freely shaping the cost functions through several numerical experiments.

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Optimal distributed control with stability guarantees by training a network of neural closed-loop maps

This paper proposes a novel approach to improve the performance of distributed nonlinear control systems while preserving stability by leveraging Deep Neural Networks (DNNs). We build upon the Neural System Level Synthesis (Neur-SLS) framework and introduce a method to parameterize stabilizing control policies that are distributed across a network topology. A distinctive feature is that we iteratively minimize an arbitrary control cost function through an unconstrained optimization algorithm, all while preserving the stability of the overall network architecture by design. This is achieved through two key steps. First, we establish a method to parameterize interconnected Recurrent Equilibrium Networks (RENs) that guarantees a bounded $\mathcal{L}_2$ gain at the network level. This ensures stability. Second, we demonstrate how the information flow within the network is preserved, enabling a fully distributed implementation where each subsystem only communicates with its neighbors. To showcase the effectiveness of our approach, we present a simulation of a distributed formation control problem for a fleet of vehicles. The simulation demonstrates how the proposed neural controller enables the vehicles to maintain a desired formation while navigating obstacles and avoiding collisions, all while guaranteeing network stability.

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Learning to optimize with convergence guarantees using nonlinear system theory

The increasing reliance on numerical methods for controlling dynamical systems and training machine learning models underscores the need to devise algorithms that dependably and efficiently navigate complex optimization landscapes. Classical gradient descent methods offer strong theoretical guarantees for convex problems; however, they demand meticulous hyperparameter tuning for non-convex ones. The emerging paradigm of learning to optimize (L2O) automates the discovery of algorithms with optimized performance leveraging learning models and data - yet, it lacks a theoretical framework to analyze convergence of the learned algorithms. In this paper, we fill this gap by harnessing nonlinear system theory. Specifically, we propose an unconstrained parametrization of all convergent algorithms for smooth non-convex objective functions. Notably, our framework is directly compatible with automatic differentiation tools, ensuring convergence by design while learning to optimize.

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Unconstrained learning of networked nonlinear systems via free parametrization of stable interconnected operators

This paper characterizes a new parametrization of nonlinear networked incrementally $L_2$-bounded operators in discrete time. The distinctive novelty is that our parametrization is \emph{free} -- that is, a sparse large-scale operator with bounded incremental $L_2$ gain is obtained for any choice of the real values of our parameters. This property allows one to freely search over optimal parameters via unconstrained gradient descent, enabling direct applications in large-scale optimal control and system identification. Further, we can embed prior knowledge about the interconnection topology and stability properties of the system directly into the large-scale distributed operator we design. Our approach is extremely general in that it can seamlessly encapsulate and interconnect state-of-the-art Neural Network (NN) parametrizations of stable dynamical systems. To demonstrate the effectiveness of this approach, we provide a simulation example showcasing the identification of a networked nonlinear system. The results underscore the superiority of our free parametrizations over standard NN-based identification methods where a prior over the system topology and local stability properties are not enforced.

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Closing the Gap to Quadratic Invariance: a Regret Minimization Approach to Optimal Distributed Control

In this work, we focus on the design of optimal controllers that must comply with an information structure. State-of-the-art approaches do so based on the H2 or Hinfty norm to minimize the expected or worst-case cost in the presence of stochastic or adversarial disturbances. Large-scale systems often experience a combination of stochastic and deterministic disruptions (e.g., sensor failures, environmental fluctuations) that spread across the system and are difficult to model precisely, leading to sub-optimal closed-loop behaviors. Hence, we propose improving performance for these scenarios by minimizing the regret with respect to an ideal policy that complies with less stringent sensor-information constraints. This endows our controller with the ability to approach the improved behavior of a more informed policy, which would detect and counteract heterogeneous and localized disturbances more promptly. Specifically, we derive convex relaxations of the resulting regret minimization problem that are compatible with any desired controller sparsity, while we reveal a renewed role of the Quadratic Invariance (QI) condition in designing informative benchmarks to measure regret. Last, we validate our proposed method through numerical simulations on controlling a multi-agent distributed system, comparing its performance with traditional H2 and Hinfty policies.

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On the Guarantees of Minimizing Regret in Receding Horizon

Towards bridging classical optimal control and online learning, regret minimization has recently been proposed as a control design criterion. This competitive paradigm penalizes the loss relative to the optimal control actions chosen by a clairvoyant policy, and allows tracking the optimal performance in hindsight no matter how disturbances are generated. In this paper, we propose the first receding horizon scheme based on the repeated computation of finite horizon regret-optimal policies, and we establish stability and safety guarantees for the resulting closed-loop system. Our derivations combine novel monotonicity properties of clairvoyant policies with suitable terminal ingredients. We prove that our scheme is recursively feasible, stabilizing, and that it achieves bounded regret relative to the infinite horizon clairvoyant policy. Last, we show that the policy optimization problem can be solved efficiently through convex-concave programming. Our numerical experiments show that minimizing regret can outperform standard receding horizon approaches when the disturbances poorly fit classical design assumptions - even when the finite horizon planning is recomputed less frequently.

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Regret Optimal Control for Uncertain Stochastic Systems

We consider control of uncertain linear time-varying stochastic systems from the perspective of regret minimization. Specifically, we focus on the problem of designing a feedback controller that minimizes the loss relative to a clairvoyant optimal policy that has foreknowledge of both the system dynamics and the exogenous disturbances. In this competitive framework, establishing robustness guarantees proves challenging as, differently from the case where the model is known, the clairvoyant optimal policy is not only inapplicable, but also impossible to compute without knowledge of the system parameters. To address this challenge, we embrace a scenario optimization approach, and we propose minimizing regret robustly over a finite set of randomly sampled system parameters. We prove that this policy optimization problem can be solved through semidefinite programming, and that the corresponding solution retains strong probabilistic out-of-sample regret guarantees in face of the uncertain dynamics. Our method naturally extends to include satisfaction of safety constraints with high probability. We validate our theoretical results and showcase the potential of our approach by means of numerical simulations.

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Unconstrained Parametrization of Dissipative and Contracting Neural Ordinary Differential Equations

In this work, we introduce and study a class of Deep Neural Networks (DNNs) in continuous-time. The proposed architecture stems from the combination of Neural Ordinary Differential Equations (Neural ODEs) with the model structure of recently introduced Recurrent Equilibrium Networks (RENs). We show how to endow our proposed NodeRENs with contractivity and dissipativity -- crucial properties for robust learning and control. Most importantly, as for RENs, we derive parametrizations of contractive and dissipative NodeRENs which are unconstrained, hence enabling their learning for a large number of parameters. We validate the properties of NodeRENs, including the possibility of handling irregularly sampled data, in a case study in nonlinear system identification.

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